Should I still run windows firewall with avast free. I can’t work out yet if avast free has it’s own firewall.
Sorry for sounding dumb but early day for me.
Yes keep the windows firewall on, avast free has no firewall 
The Network Shield in avast! free isn’t a full firewall it monitors common worm/exploit ports. So as craigb said you need to leave it enabled.
A further point is what is your OS ?
The various OSes have slightly different levels of protection; XP firewall has zero outbound protection; Vista/Win7 firewalls have outbound protection, but it is disabled by default. Even when the Vista/Win7 firewall does have outbound protection, it is rules based (you have to create the rules) and not very user friendly.